Restoration of well-posedness of infinite-dimensional singular ODE's via noise

DOI10.1007/S11118-023-10069-6MaRDI QIDQ6201830zbMATH OpenOpenAlexFDO

Authors David R. Baños, Martin Bauer, Thilo Meyer-Brandis, F. Proske

Publication date 21 February 2024

Published in Potential Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1903.05863

zbMATH Keywords

\(L^2\)-compactness criterionfractional Brownian motionirregular drift coefficientMalliavin calculusstrong solutions of SDEs

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Regularization by noise (60H50)

Abstract: In this paper we aim at generalizing the results of A. K. Zvonkin and A. Y. Veretennikov on the construction of unique strong solutions of stochastic differential equations with singular drift vector field and additive noise in the Euclidean space to the case of infinite-dimensional state spaces. The regularizing driving noise in our equation is chosen to be a locally non-H"{o}lder continuous Hilbert space valued process of fractal nature, which does not allow for the use of classical construction techniques for strong solutions from PDE or semimartingale theory. Our approach, which does not resort to the Yamada-Watanabe principle for the verification of pathwise uniqueness of solutions, is based on Malliavin calculus.

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Cited in

(2)

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